Any Eviews codes to estimate non-diagonal BEKK , CCC and DCC?

11 November 2016 1 4K Report

I need to estimate a bivariate time varying volatility model in Eviews, preferably the BEKK , CCC and DCC. If you have a code, please share with me. Many thanks in advance.

Thomas Markopoulos

I think a good alternative approach could be through RATS. I have tried it in Eviews before but in RATS it worked better.

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